Trading Metrics calculated at close of trading on 29-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2011 |
29-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
8,205 |
8,385 |
180 |
2.2% |
8,390 |
High |
8,415 |
8,500 |
85 |
1.0% |
8,400 |
Low |
8,200 |
8,355 |
155 |
1.9% |
8,105 |
Close |
8,390 |
8,445 |
55 |
0.7% |
8,130 |
Range |
215 |
145 |
-70 |
-32.6% |
295 |
ATR |
163 |
162 |
-1 |
-0.8% |
0 |
Volume |
6,598 |
6,690 |
92 |
1.4% |
22,619 |
|
Daily Pivots for day following 29-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,868 |
8,802 |
8,525 |
|
R3 |
8,723 |
8,657 |
8,485 |
|
R2 |
8,578 |
8,578 |
8,472 |
|
R1 |
8,512 |
8,512 |
8,458 |
8,545 |
PP |
8,433 |
8,433 |
8,433 |
8,450 |
S1 |
8,367 |
8,367 |
8,432 |
8,400 |
S2 |
8,288 |
8,288 |
8,419 |
|
S3 |
8,143 |
8,222 |
8,405 |
|
S4 |
7,998 |
8,077 |
8,365 |
|
|
Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,097 |
8,908 |
8,292 |
|
R3 |
8,802 |
8,613 |
8,211 |
|
R2 |
8,507 |
8,507 |
8,184 |
|
R1 |
8,318 |
8,318 |
8,157 |
8,265 |
PP |
8,212 |
8,212 |
8,212 |
8,185 |
S1 |
8,023 |
8,023 |
8,103 |
7,970 |
S2 |
7,917 |
7,917 |
8,076 |
|
S3 |
7,622 |
7,728 |
8,049 |
|
S4 |
7,327 |
7,433 |
7,968 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,500 |
8,105 |
395 |
4.7% |
147 |
1.7% |
86% |
True |
False |
6,106 |
10 |
8,595 |
8,105 |
490 |
5.8% |
141 |
1.7% |
69% |
False |
False |
6,034 |
20 |
8,950 |
8,105 |
845 |
10.0% |
155 |
1.8% |
40% |
False |
False |
6,431 |
40 |
9,170 |
8,105 |
1,065 |
12.6% |
162 |
1.9% |
32% |
False |
False |
6,567 |
60 |
9,170 |
8,105 |
1,065 |
12.6% |
175 |
2.1% |
32% |
False |
False |
7,720 |
80 |
9,195 |
8,105 |
1,090 |
12.9% |
176 |
2.1% |
31% |
False |
False |
5,870 |
100 |
10,120 |
8,105 |
2,015 |
23.9% |
145 |
1.7% |
17% |
False |
False |
4,698 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,116 |
2.618 |
8,880 |
1.618 |
8,735 |
1.000 |
8,645 |
0.618 |
8,590 |
HIGH |
8,500 |
0.618 |
8,445 |
0.500 |
8,428 |
0.382 |
8,411 |
LOW |
8,355 |
0.618 |
8,266 |
1.000 |
8,210 |
1.618 |
8,121 |
2.618 |
7,976 |
4.250 |
7,739 |
|
|
Fisher Pivots for day following 29-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
8,439 |
8,398 |
PP |
8,433 |
8,350 |
S1 |
8,428 |
8,303 |
|